JP Morgan Call 54 RNL 17.04.2025/  DE000JF3SCT5  /

EUWAX
1/24/2025  10:43:21 AM Chg.+0.030 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.160EUR +23.08% -
Bid Size: -
-
Ask Size: -
RENAULT INH. EO... 54.00 EUR 4/17/2025 Call
 

Master data

WKN: JF3SCT
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: RENAULT INH. EO 3,81
Type: Warrant
Option type: Call
Strike price: 54.00 EUR
Maturity: 4/17/2025
Issue date: 1/22/2025
Last trading day: 4/16/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 20.47
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.28
Parity: -0.49
Time value: 0.24
Break-even: 56.40
Moneyness: 0.91
Premium: 0.15
Premium p.a.: 0.85
Spread abs.: 0.10
Spread %: 71.43%
Delta: 0.38
Theta: -0.03
Omega: 7.70
Rho: 0.04
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     -
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -